+134.5%
CVE vs RY
+360.6%
-226.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | +0.9% |
| 7D | -16.1% | -0.9% | -15.2% | -15.7% |
| 30D | -10.4% | +5.9% | -16.2% | -16.8% |
| 3M | -2.4% | -4.3% | +1.9% | +1.3% |
| 6M | -4.4% | +12.1% | -16.5% | -19.2% |
| YTD | +64.9% | +20.3% | +44.7% | +25.9% |
| 1Y | +66.0% | +41.0% | +25.0% | +3.3% |
| 3Y | +57.7% | +157.5% | -99.9% | -57.3% |
| 5Y | +144.7% | +123.2% | +21.5% | -20.7% |
| All | +134.5% | +360.6% | -226.1% | -48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded RY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling